-13.6%
CRH vs ITUB
+9.9%
-23.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.9% |
| 7D | +14.2% | -1.6% | +15.7% | +14.6% |
| 30D | +19.5% | -26.6% | +46.1% | +27.5% |
| 3M | +0.4% | -11.0% | +11.4% | -0.5% |
| 6M | -10.1% | -13.0% | +2.9% | -10.4% |
| YTD | -19.9% | +3.9% | -23.9% | -24.3% |
| All | -13.6% | +9.9% | -23.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling